Answered: Conduct a two-sample t-test at a 1%…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

Conduct a two-sample t-test at a 1% level of significance to find out if the mean U.S. stock return significantly outperforms the mean US bond return using the monthly data covering the sample period 1980-2020. Draw your conclusion by both the P value method and the Critical Value Method. Use t-test: Two sample Assuming unequal variances in Excel to obtain the Excel printout.

data attached - confirmed data is correct

t-Test: Two-Sample Assuming Unequal Variances
Mean
Variance
Observations
Hypothesized Mean Difference
df
t Stat
P(T<=t) one-tail
t Critical one-tail
P(T<=t) two-tail
It Critical two-tail
RSUS
RBUS
1.030852397 0.693551242
19.0559748 3.741480935
491
0
675
1.565364148
0.058983108
2.331885004
0.117966217
2.583132508
491

Definition Definition Measure of central tendency that is the average of a given data set. The mean value is evaluated as the quotient of the sum of all observations by the sample size. The mean, in contrast to a median, is affected by extreme values. Very large or very small values can distract the mean from the center of the data. Arithmetic mean: The most common type of mean is the arithmetic mean. It is evaluated using the formula: μ = 1 N ∑ i = 1 N x i Other types of means are the geometric mean, logarithmic mean, and harmonic mean. Geometric mean: The nth root of the product of n observations from a data set is defined as the geometric mean of the set: G = x 1 x 2 ... x n n Logarithmic mean: The difference of the natural logarithms of the two numbers, divided by the difference between the numbers is the logarithmic mean of the two numbers. The logarithmic mean is used particularly in heat transfer and mass transfer. ln x 2 − ln x 1 x 2 − x 1 Harmonic mean: The inverse of the arithmetic mean of the inverses of all the numbers in a data set is the harmonic mean of the data. 1 1 x 1 + 1 x 2 + ...

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